Yeah, this is almost certainly because you do not have an active challenge that you are working on. If you click on the challenges tab, and then click on instance_1 under babysuid, you will be presented with a window that let's you configure babysuid instance_1 for what you are targeting. In the "Path to selected binary" type in "/bin/cat" for instance. Then click on the play button. Soon after it should let you know that you can connect to the challenge.
That error message certainly could be made a bit clearer to let you know that you do not have an active challenge, rather than report that debug information. I'll make the message clearer. Thanks.